Model Validation - FX/Equities/Rates

Responsibilities: 

- Lead independent reviews of Front Office model marking and calibration to the observable market. 

 - Develop model fair value adjustment and uncertainty reserve methodologies. 

- Develop control methodologies for independent price testing.

- Work alongside front office trading and quants. 

Requirements: 

- Minimum MSc in quantitative discipline (preferably PhD). 

- Strong working knowledge of mathematical finance and how this is used for derivative pricing. 

- Proficiency in C++ and Python. 

- Proven written and verbal communication skills. 

For more information please send in an application.